+178.4%
WMT vs CTAS
+115.4%
+63.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +2.0% | +1.7% | +0.3% | +1.5% |
| 30D | +10.3% | +8.4% | +1.8% | +7.5% |
| 3M | +11.0% | +13.0% | -2.1% | +6.8% |
| 6M | -2.3% | +39.1% | -41.4% | -12.1% |
| YTD | +15.7% | +21.2% | -5.5% | +8.3% |
| 1Y | +26.0% | +21.6% | +4.4% | +17.7% |
| 3Y | +136.5% | +73.2% | +63.3% | +96.0% |
| All | +178.4% | +115.4% | +63.1% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling